Upon entering the Underworld, make your way to this frame and run across the lava through to the bottom-right entrance.

The next section has some difficult challenges, but the key is to not stop running when you’re on lava, otherwise you’ll fall in. Once you’re at the frame where the shopkeep said to go, you may be a little confused as to why there is no key there. But the goal is to continue and head to this frame…